+321.5%
CSCO vs ES
+82.6%
+238.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.3% |
| 7D | -2.9% | -0.1% | -2.8% | -3.0% |
| 30D | -16.7% | +5.7% | -22.4% | -18.2% |
| 3M | -18.4% | -2.8% | -15.6% | -18.0% |
| 6M | +2.9% | +7.0% | -4.0% | +0.1% |
| YTD | +30.4% | +6.8% | +23.7% | +26.3% |
| 1Y | +41.4% | -0.5% | +41.8% | +39.5% |
| 3Y | +104.7% | +47.2% | +57.5% | +71.3% |
| 5Y | +96.9% | +2.3% | +94.7% | +88.2% |
| 10Y | +321.5% | +85.6% | +235.8% | +249.0% |
| All | +321.5% | +82.6% | +238.9% | +249.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling